CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	0.8067	0.8027	-0.0040	-0.5%	0.7977
High	0.8073	0.8038	-0.0035	-0.4%	0.8047
Low	0.8018	0.7961	-0.0057	-0.7%	0.7871
Close	0.8045	0.8001	-0.0044	-0.5%	0.8015
Range	0.0055	0.0077	0.0022	40.0%	0.0176
ATR	0.0093	0.0092	-0.0001	-0.7%	0.0000
Volume	53,540	60,834	7,294	13.6%	270,905

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8231	0.8193	0.8043
R3	0.8154	0.8116	0.8022
R2	0.8077	0.8077	0.8015
R1	0.8039	0.8039	0.8008	0.8020
PP	0.8000	0.8000	0.8000	0.7990
S1	0.7962	0.7962	0.7994	0.7943
S2	0.7923	0.7923	0.7987
S3	0.7846	0.7885	0.7980
S4	0.7769	0.7808	0.7959

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8506	0.8436	0.8112
R3	0.8330	0.8260	0.8063
R2	0.8154	0.8154	0.8047
R1	0.8084	0.8084	0.8031	0.8119
PP	0.7978	0.7978	0.7978	0.7995
S1	0.7908	0.7908	0.7999	0.7943
S2	0.7802	0.7802	0.7983
S3	0.7626	0.7732	0.7967
S4	0.7450	0.7556	0.7918

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8087	0.7904	0.0183	2.3%	0.0084	1.0%	53%	False	False	59,472
10	0.8087	0.7871	0.0216	2.7%	0.0090	1.1%	60%	False	False	58,465
20	0.8115	0.7808	0.0307	3.8%	0.0097	1.2%	63%	False	False	66,636
40	0.8633	0.7808	0.0825	10.3%	0.0084	1.0%	23%	False	False	59,957
60	0.8912	0.7808	0.1104	13.8%	0.0080	1.0%	17%	False	False	49,055
80	0.8955	0.7808	0.1147	14.3%	0.0075	0.9%	17%	False	False	36,933
100	0.8995	0.7808	0.1187	14.8%	0.0074	0.9%	16%	False	False	29,629
120	0.9205	0.7808	0.1397	17.5%	0.0070	0.9%	14%	False	False	24,736

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8365
2.618	0.8240
1.618	0.8163
1.000	0.8115
0.618	0.8086
HIGH	0.8038
0.618	0.8009
0.500	0.8000
0.382	0.7990
LOW	0.7961
0.618	0.7913
1.000	0.7884
1.618	0.7836
2.618	0.7759
4.250	0.7634

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	0.8001	0.8024
PP	0.8000	0.8016
S1	0.8000	0.8009

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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